CAE.TO vs. LDOS

In the year-to-date period, CAE.TO achieves a 9.06% return, which is significantly lower than LDOS's 47.94% return. Over the past 10 years, CAE.TO has underperformed LDOS with an annualized return of 9.07%, while LDOS has yielded a comparatively higher 20.76% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for CAE Inc. (CAE.TO) and Leidos Holdings, Inc. (LDOS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current CAE.TO Sharpe Ratio is 0.30, which is lower than the LDOS Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of CAE.TO and LDOS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CAE.TO has not paid dividends to shareholders, while LDOS's dividend yield for the trailing twelve months is around 0.96%.

The maximum CAE.TO drawdown since its inception was -80.68%, which is greater than LDOS's maximum drawdown of -51.28%. Use the drawdown chart below to compare losses from any high point for CAE.TO and LDOS. For additional features, visit the drawdowns tool.

The current volatility for CAE Inc. (CAE.TO) is 14.40%, while Leidos Holdings, Inc. (LDOS) has a volatility of 19.31%. This indicates that CAE.TO experiences smaller price fluctuations and is considered to be less risky than LDOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between CAE Inc. and Leidos Holdings, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.